def get_bdp_list(sym_list, field):
'''
Like the bdp excel function but gets field for a list of securities
Parameters
----------
sym_list: List of Bloomberg tickers in the form of <sym> <exchg> Equity
field: The field to get
Returns
-------
'''
blp = blp_test.BLPInterface()
bdp_item = blp.referenceRequest(sym_list, field)
return bdp_item
def get_bdp_single(ticker, field):
'''
Like the bdp excel function
Parameters
----------
ticker: Bloomberg ticker in the form of <sym> <exchg> Equity
field: The field to get
Returns
-------
Just a single number based on ticker and field.
'''
blp = blp_test.BLPInterface()
bdp_item = blp.referenceRequest(ticker, field)
return bdp_item
def get_bdh(ticker, field_list, startdate=None, enddate=None):
'''
Like the bdh function
Parameters
----------
ticker: Bloomberg ticker in the form of <sym> <exchg> Equity
startdate: YYYYMMDD, default is today - 104 weeks
enddate: YYYYMMDD, default is today
enddate must be later than startdate
'''
blp = blp_test.BLPInterface()
if startdate == None:
startdate = (datetime.today() -
dt.timedelta(weeks=52)).strftime('%Y%m%d')
if enddate == None:
enddate = datetime.today().strftime('%Y%m%d')
price_hist_bbg = blp.historicalRequest(ticker, field_list, startdate,
enddate)
price_hist_bbg.rename(columns={'PX_LAST': ticker}, inplace=True)
return price_hist_bbg
def get_bbg_prices(ticker, startdate=None, enddate=None):
'''
Use the Bloomberg API to get the price history. Normally accessed from
the get_prices function
Parameters
----------
ticker: Bloomberg ticker in the form of <sym> <exchg> Equity
startdate: YYYYMMDD, default is today - 104 weeks
enddate: YYYYMMDD, default is today
enddate must be later than startdate
'''
blp = blp_test.BLPInterface()
if startdate == None:
startdate = (datetime.today() -
dt.timedelta(weeks=104)).strftime('%Y%m%d')
if enddate == None:
enddate = datetime.today().strftime('%Y%m%d')
field_list = ['PX_LAST']
price_hist_bbg = blp.historicalRequest(ticker, field_list, startdate,
enddate)
price_hist_bbg.rename(columns={'PX_LAST': ticker}, inplace=True)
return price_hist_bbg